Robust Bayesian diagnostics

DOI10.1016/0378-3758(93)90043-6MaRDI QIDQ2365877zbMATH OpenOpenAlexFDO

Authors Siva Sivaganesan

Publication date 29 June 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90043-6

zbMATH Keywords

epsilon contamination classexampleshierarchical modelsinfluence measuresmodel elicitationrobust Bayesian analysisrobustness

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

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Cites work

• A robust Bayesian interpretation of likelihood regions
• An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
• Bayesian inference using intervals of measures
• Bayesian Inference with Specified Prior Marginals
• Density based classes of priors: Infinitesimal properties and approximations
• Diameter and volume minimizing confidence sets in Bayes and classical problems
• scientific article; zbMATH DE number 4155643 (Why is no real title available?)
• scientific article; zbMATH DE number 4159869 (Why is no real title available?)
• scientific article; zbMATH DE number 3656961 (Why is no real title available?)
• scientific article; zbMATH DE number 469328 (Why is no real title available?)
• Infinitesimal sensitivity of posterior distributions
• On the consistency of Bayes estimates
• Ranges of posterior measures for priors with unimodal contaminations
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust bayesian analysis given a lower bound on the probability of a set
• Robust Bayesian analysis: sensitivity to the prior
• Robust Bayesian experimental designs in normal linear models
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(16)

• MCMC-based local parametric sensitivity estimations
• An overview of robust Bayesian analysis. (With discussion)
• Approximate models and robust decisions
• Local sensitivity of density bounded priors
• Local sensitivity diagnostics for Bayesian inference
• Local sensitivity of posterior expectations
• On the overall sensitivity of the posterior distribution to its inputs
• Robust Bayesian seemingly unrelated regression model
• Robust likelihood functions in Bayesian inference
• Modelling uncertainty in insurance Bonus–Malus premium principles by using a Bayesian robustness approach
• Infinitesimal sensitivity of posterior distributions
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Bayesian robustness
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Influence measures and robust estimators of dependence in multivariate extremes
• Bayesian robustness for decision making problems: applications in medical contexts

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